[Rcpp-devel] Presentation of Rcpp in Meielisalp

[Dirk Eddelbuettel]

On 29 June 2011 at 23:06, Tama Ma wrote:
| Dear Dirk,
| 
| 	Thank you! that's great help! I will modify accordingly...
| 	Thank you once again!

My pleasure, and glad to know you found the quick comments useful. 

A second thought may be that the presentation is very good for a C++
audience, but not that motivated from R yet -- possibly tough sell for an
R/Rmetrics meeting?  May want to contrast with a standard C++ side of a
RQuantLib function to show how much easier Rcpp modules can be.  With Rcpp
modules you may get 'faster code' (as it uses C++) 'written faster' (as the
modules interface is simpler).  So 'faster squared' ? ;-)

Dirk
 
| Best regards,
| Tama Ma
| 
| 
| 
| On Jun 29, 2011, at 10:53 PM, Dirk Eddelbuettel wrote:
| 
| > 
| > On 29 June 2011 at 15:35, Dirk Eddelbuettel wrote:
| > | 
| > | On 29 June 2011 at 22:02, Tama Ma wrote:
| > | | Dear Dirk and Romain,
| > | | 
| > | | 	I will be giving a talk on the power of the Rcpp wrapper tomorrow morning in the Meielisalp financial engineering workshop organized by Dielthem.
| > | | 
| > | | 	Hereby, I attach the link of my presentation slides (in pdf), ie. 
| > | | 		http://www.phys.ethz.ch/~pingnang/numerical-option-pricing-with-Rcpp.pdf 
| > | | 
| > | |         Could I have your opinion on the slides, or is there something in it which you strongly do not allow me to speak on?
| > | 
| > | Well, this arrived just minutes ago, and I really only glanced at it. So
| > | really quickly and as an unedited stream of consciousness:
| > | 
| > | 
| > | i)    Your talk, your responsibility. You didn't need to ask here what we think.
| > | 
| > | ii)   The visual style consistently applies the worst elements of Powerpoint
| > |       and stresses those. What a horror.  But hey, it's your talk and it is in
| > |       front of a bunch of geeks.  But I'd learn Latex Beamer if I were
| > |       you. And try to exercise some restraint.
| > | 
| > | iii)  You mention the standard API / inline / Rcpp progression but you fail to
| > |       use Rcpp + templated headers via inline!  You _never_ have to leave the
| > |       R prompt in that case.  That is the one thing you could consider
| > |       changing. Inline and Rcpp rock. The list archives has examples of Rcpp
| > |       and templated headers for MCMC, what you do here is exactly the same.
| > | 
| > | iv)   Great example of Rcpp modules use with the first option pricer. Nicely
| > |       done, and a good motivation for why I should switch RQuantLib to use
| > |       more 
| > | 
| > | v)    I got lost in what the 2nd or 3rd prices did anew. Your slides are too
| > |       'noisy', and its late here (and I happen to be on the same timezone as
| > |       you this week -- and wish I could have come to the Alp!)
| > | 
| > | vi)   OpenMP came to gcc/g++ earlier than 4.4.*, I think it was 4.2.*
| > | 
| > | vii)  You don't talk much about Rcpp and a glue between R and C++. I think you
| > |       should.
| > | 
| > | viii) Below my (almost 10 year old) picture you have 'RCpp'. We typeset it
| > |       'Rcpp'.  
| > | 
| > | ix)   Good luck, and let us know what the audience says. I'd espcially
| > |       interested in comments by Brian Ripley who has helped us a lot in build
| > |       issues at different points but who otherwise seems to be somewhat
| > |       critical of Rcpp.
| > | 
| > | x)    There is no tenth point.
| > 
| > xi)     I fully agree with your code reuse, STL/Boost, OO recommendations.
| > 
| > xii)    Some of the STL example are overdone. You do not need Boost lambda to
| >        scale a vector by a constant.
| > 
| > xiii)   Boost accumulators is wonderful for what it does, but I would not call
| >        it a 'statistics library'.
| > 
| > Cheers, Dirk
| > 
| > | | 	Thanks for any advice in advance. have a nice day!
| > | 
| > | Likewise. Good luck,  Dirk
| > | 
| > | | 
| > | | 	Thank you very much.
| > | | 
| > | | Best regards,
| > | | Tama Ma 
| > | | (たまま / 馬秉能）
| > | | 
| > | | pingnang at phys.ethz.ch
| > | | www.phys.ethz.ch/~pingnang
| > | | 
| > | | Contact Number: 
| > | | +41 44 633 76 55  (Office)
| > | | +41 78 640 50 15  (Mobile)
| > | | +41 44 633 11 15  (Fax)
| > | | 
| > | | HIT K 31.3
| > | | Institut für Theoretische Physik
| > | | Wolfgang-Pauli-Strasse 27
| > | | ETH Hönggerberg
| > | | 8093 Zürich
| > | | Switzerland
| > | | 
| > | | _______________________________________________
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| > | 
| > | -- 
| > | Gauss once played himself in a zero-sum game and won $50.
| > |                       -- #11 at http://www.gaussfacts.com
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| > 
| > -- 
| > Gauss once played himself in a zero-sum game and won $50.
| >                      -- #11 at http://www.gaussfacts.com
| > 
| 
| 
| 	Thank you very much.
| 
| Best regards,
| Tama Ma 
| (たまま / 馬秉能）
| 
| pingnang at phys.ethz.ch
| www.phys.ethz.ch/~pingnang
| 
| Contact Number: 
| +41 44 633 76 55  (Office)
| +41 78 640 50 15  (Mobile)
| +41 44 633 11 15  (Fax)
| 
| HIT K 31.3
| Institut für Theoretische Physik
| Wolfgang-Pauli-Strasse 27
| ETH Hönggerberg
| 8093 Zürich
| Switzerland
| 
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-- 
Gauss once played himself in a zero-sum game and won $50.
                      -- #11 at http://www.gaussfacts.com